+0.61%
SignalEdge Top 15 — cumulative return
0.00%
S&P 500
+0.61%
Alpha
Last rebalance: April 30, 2026· Prices as of May 1, 2026
Paper model portfolio for informational research only. This is not investment advice or a recommendation to buy, sell, or hold any security. Public proof is aggregate and delayed; current holdings and rationale are subscriber-only.
Subscriber detail
Public visitors can verify aggregate portfolio performance and benchmark comparison here. Current tickers, weights, entry/current prices, conviction, thesis, and rebalance rationale are subscriber-only so the public page proves the process without becoming a copyable live portfolio.
Latest portfolio selected on April 30, 2026. Current position detail is available after sign-in.
Rebalance date
April 30, 2026
This portfolio was selected from a universe of 150+ policy-sensitive stocks after multi-model AI consensus across Claude, GPT-4o, and Gemini. Only tickers where 2+ models agreed on direction made the cut.
Subscribe to see full AI reasoningSee the full dated return breakdown for the model portfolio vs S&P 500.
Subscribe to see the full dated return breakdown.
SignalEdge runs 5 specialized AI agents that analyze SEC filings, insider transactions, institutional holdings, government policy data, and options flow to generate conviction scores for every stock in our curated universe.
The top 30 candidates by conviction are then re-evaluated in a multi-model PM voting round — Claude, GPT-4o, and Gemini independently score each ticker. Only those with 2+ model agreement on direction are included. This extra consensus step is what differentiates SignalEdge from single-LLM approaches.
The portfolio is equal-weight across 15 positions and rebalances monthly. Event-driven swaps can occur between rebalances when a major regulatory or policy event materially changes a holding's thesis. Returns are recorded at market close prices — no intraday tracking.
The S&P 500 (SPY) is used as the benchmark. All returns are forward-looking from inception — no backtesting.